+42.7%
MKSI vs BAX
+46.0%
-3.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.0% | -8.9% | -5.6% |
| 7D | -10.7% | +4.1% | -14.8% | -11.3% |
| 30D | -30.5% | +9.4% | -39.9% | -31.7% |
| 3M | -39.2% | -6.5% | -32.7% | -38.3% |
| 6M | -33.0% | +59.6% | -92.6% | -41.6% |
| YTD | +22.3% | +38.9% | -16.5% | +12.4% |
| 1Y | +42.7% | +48.0% | -5.3% | +32.1% |
| All | +42.7% | +46.0% | -3.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling